News for hackers. Stuff that matters.
Re:Numerai – A hedge fund built by a global community of ano... by numbas on Sunday October 16, 2016 @02:39PM (#12720183)
You don't really need to know what the features mean to make a good model. Even if only you knew the meaning of the features you'd still get beaten by someone using a blackbox approach. This is exactly what happened to the owner. He worked as a quant making predictions on this expensive dataset, and in the first tournament he was beaten by around 50 other modelers using anonymized features.

There are no comments on this comment yet.